Pico Far East Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.93% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3640 | 3.75 | |
| 0.1378 | 6.70 | |
| 0.6874 | 14.15 | |
| -0.4050 | -2.60 | |
| 0.5830 | 2.81 | |
| -0.1404 | -1.17 | |
| -0.1311 | -0.99 | |
| 0.2464 | 1.61 | |
| -0.3143 | -1.94 | |
| 0.2688 | 2.01 | |
| -0.1406 | -1.60 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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